Last price paid | 0.015 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | -86.36% |
1 month | -78.57% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 134.58 |
Premium | 0.37% |
Premium p.a. | 4.37% |
Leverage | 14.35 |
Implied volatility | 0.61 |
ISIN | CH1268375586 |
Symbol | STMNMZ |
Security | 126837558 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 21.06.2023 |
Premium | 37.09% |
Premium p.a. | 436.75% |
Leverage | 292.50 |
Implied volatility | 61.34% |
Moneyness | out-of-the-money |
Leverage | 14.3540 |
Delta | 0.0491 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 160.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |